Hi Mike,
If you have a T3/T4 Custom Voice Library file (.UVI) in which these .UVN voice files are linked, you can import this .UVI into the YEM with "My Packs > [+] > Import Pack". (The .UVN files and the .UVI must be in the same folder.)
If you only have the .UVN files, you must first create a new, empty Pack in YEM with "My Packs > [+] > Create Pack" (or you use an existing, non-protected Pack). You can then import the .UVN files into this Pack with "[+] > Import Content".
By the way, a .CPI file is a protected Pack Install File and has nothing to do with importing Pack/Voice files into the YEM. If (also) protected Packs are involved, you create a .CPI file for installation on the keyboard (with "Save as Pack Install File"), if only unprotected Packs are involved, you create a .PPI file.
Best regards,
Chris